JMGRX vs. BQMGX
JMGRX (Janus Enterprise Fund Class I) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, JMGRX returned 12.51%/yr vs 8.91%/yr for BQMGX. Their correlation of 0.91 means they have usually moved in the same direction. JMGRX charges 0.76%/yr vs 1.07%/yr for BQMGX.
Performance
JMGRX vs. BQMGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JMGRX achieves a 8.75% return, which is significantly higher than BQMGX's 2.00% return. Over the past 10 years, JMGRX has outperformed BQMGX with an annualized return of 12.51%, while BQMGX has yielded a comparatively lower 8.91% annualized return.
JMGRX
- 1D
- 1.05%
- 1M
- -0.09%
- 6M
- 9.31%
- YTD
- 8.75%
- 1Y
- 12.16%
- 3Y*
- 11.91%
- 5Y*
- 6.81%
- 10Y*
- 12.51%
- ALL TIME*
- 13.33%
BQMGX
- 1D
- 0.97%
- 1M
- 1.44%
- 6M
- 1.09%
- YTD
- 2.00%
- 1Y
- -2.88%
- 3Y*
- 6.40%
- 5Y*
- 2.63%
- 10Y*
- 8.91%
- ALL TIME*
- 9.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JMGRX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 8.75% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 35.28% | -0.88% | 26.36% |
BQMGX Bright Rock Mid Cap Growth Fund | 2.00% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between JMGRX and BQMGX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.91 |
The correlation between JMGRX and BQMGX shifts across timeframes, from 0.76 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JMGRX vs. BQMGX — Risk / Return Rank
JMGRX
BQMGX
JMGRX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) and Bright Rock Mid Cap Growth Fund (BQMGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.01 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | -0.02 | +1.21 |
| Martin ratioReturn relative to average drawdown | 4.17 | -0.04 | +4.21 |
Loading charts...
Drawdowns
JMGRX vs. BQMGX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for JMGRX and BQMGX.
Loading charts...
Drawdown Indicators
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -36.05% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.62% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -18.72% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -25.92% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -36.05% | -2.20% |
Current DrawdownCurrent decline from peak | -0.50% | -4.21% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.88% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 5.51% | -2.25% |
Volatility
JMGRX vs. BQMGX - Volatility Comparison
Janus Enterprise Fund Class I (JMGRX) and Bright Rock Mid Cap Growth Fund (BQMGX) have volatilities of 3.21% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JMGRX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.31% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 9.42% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 12.42% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.86% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 17.93% | +0.76% |
JMGRX vs. BQMGX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
JMGRX vs. BQMGX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 6.86%, more than BQMGX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.04% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
JMGRX Janus Enterprise Fund Class I | 6.86% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
Frequently Asked Questions
JMGRX and BQMGX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BQMGX has higher volatility (3.31%) compared to JMGRX (3.21%). In terms of maximum drawdown, JMGRX dropped -55.48% vs BQMGX's -36.05%.
JMGRX currently has the higher Sharpe Ratio (0.95 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JMGRX and BQMGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer